+44.7%
HWM vs PNR
-43.1%
+87.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -2.1% | -2.4% | +0.3% | -1.6% |
| 30D | -11.0% | -12.8% | +1.8% | -8.5% |
| 3M | +4.0% | -17.0% | +21.0% | +7.4% |
| 6M | -0.2% | -37.4% | +37.2% | +10.8% |
| YTD | +26.7% | -41.6% | +68.3% | +41.7% |
| 1Y | +44.7% | -44.6% | +89.3% | +66.8% |
| All | +44.7% | -43.1% | +87.8% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling